Consider two perfectly negatively correlated risky securities A and B (the correlation = –1). A portfolio consisting of

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answerhappygod
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Consider two perfectly negatively correlated risky securities A and B (the correlation = –1). A portfolio consisting of

Post by answerhappygod »

Consider two perfectly negatively correlated risky securities A
and B (the correlation = –1). A portfolio consisting of stocks A
and B has a standard deviation equal to ________.
A) 0
B) 1
C) -1
D) Need more information to determine
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